Robustness / Lars Peter Hansen, Thomas J. Sargent

Author: Hansen, Lars Peter
Published: Princeton, N.J. : Princeton University Press, [2008]
Copyright Date: ©2008
Physical Description: xvii, 435 pages : illustrations ; 27 cm
Additional Creators: Sargent, Thomas J.

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Contents

Motivation and main ideas -- Standard control and filtering -- Robust control -- Multi-agent problems -- Robust estimation and filtering -- Extensions.

Subject(s)

Econometric models
Robust optimization
Robust control
Kalman filtering
Macroeconomics—Decision making

ISBN

9780691114422 (cloth : acid-free paper)
0691114420 (cloth : acid-free paper)

Bibliography Note

Includes bibliographical references (pages 413-425) and indexes.

View MARC record | catkey: 4169035